+360.1%
BMY vs ACM
+230.8%
+129.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.4% | -3.7% | +4.1% | +1.2% |
| 30D | +5.0% | -11.1% | +16.1% | +7.4% |
| 3M | +19.4% | -8.0% | +27.4% | +21.0% |
| 6M | +9.5% | -29.7% | +39.2% | +17.3% |
| YTD | +28.1% | -29.4% | +57.4% | +36.5% |
| 1Y | +50.0% | -46.4% | +96.4% | +69.4% |
| 3Y | +24.1% | -22.3% | +46.4% | +27.6% |
| 5Y | +25.0% | +4.5% | +20.5% | +18.5% |
| 10Y | +68.7% | +127.6% | -59.0% | +26.9% |
| All | +360.1% | +230.8% | +129.3% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling